SABTX vs. SAREX
Compare and contrast key facts about SA U.S. Value Fund (SABTX) and SA Real Estate Securities Fund (SAREX).
SABTX is managed by SA Funds. It was launched on Aug 5, 1999. SAREX is managed by SA Funds. It was launched on Apr 2, 2007.
Performance
SABTX vs. SAREX - Performance Comparison
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SABTX vs. SAREX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SABTX SA U.S. Value Fund | 4.27% | 17.69% | 11.32% | 11.82% | -6.35% | 27.06% | -2.04% | 24.85% | -12.14% | 18.45% |
SAREX SA Real Estate Securities Fund | 3.19% | 0.73% | 4.61% | 10.60% | -25.42% | 40.94% | -6.22% | 26.91% | -4.00% | 4.61% |
Returns By Period
In the year-to-date period, SABTX achieves a 4.27% return, which is significantly higher than SAREX's 3.19% return. Over the past 10 years, SABTX has outperformed SAREX with an annualized return of 10.54%, while SAREX has yielded a comparatively lower 4.37% annualized return.
SABTX
- 1D
- 1.95%
- 1M
- -3.93%
- YTD
- 4.27%
- 6M
- 9.19%
- 1Y
- 19.31%
- 3Y*
- 14.89%
- 5Y*
- 9.48%
- 10Y*
- 10.54%
SAREX
- 1D
- 1.43%
- 1M
- -6.76%
- YTD
- 3.19%
- 6M
- 0.46%
- 1Y
- 1.59%
- 3Y*
- 5.76%
- 5Y*
- 2.79%
- 10Y*
- 4.37%
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SABTX vs. SAREX - Expense Ratio Comparison
SABTX has a 0.73% expense ratio, which is lower than SAREX's 0.75% expense ratio.
Return for Risk
SABTX vs. SAREX — Risk / Return Rank
SABTX
SAREX
SABTX vs. SAREX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SA U.S. Value Fund (SABTX) and SA Real Estate Securities Fund (SAREX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| SABTX | SAREX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 0.07 | +1.11 |
Sortino ratioReturn per unit of downside risk | 1.77 | 0.30 | +1.47 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.05 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | 0.10 | +0.96 |
Martin ratioReturn relative to average drawdown | 3.98 | 0.33 | +3.65 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SABTX | SAREX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 0.07 | +1.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.13 | +0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.20 | +0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.19 | +0.16 |
Correlation
The correlation between SABTX and SAREX is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SABTX vs. SAREX - Dividend Comparison
SABTX's dividend yield for the trailing twelve months is around 3.72%, more than SAREX's 3.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SABTX SA U.S. Value Fund | 3.72% | 3.88% | 2.60% | 1.67% | 7.66% | 4.25% | 1.52% | 5.14% | 9.80% | 10.36% | 5.08% | 6.83% |
SAREX SA Real Estate Securities Fund | 3.12% | 3.22% | 3.22% | 3.04% | 7.62% | 8.33% | 3.87% | 4.29% | 3.98% | 2.90% | 3.67% | 1.80% |
Drawdowns
SABTX vs. SAREX - Drawdown Comparison
The maximum SABTX drawdown since its inception was -66.96%, roughly equal to the maximum SAREX drawdown of -68.50%. Use the drawdown chart below to compare losses from any high point for SABTX and SAREX.
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Drawdown Indicators
| SABTX | SAREX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.96% | -68.50% | +1.54% |
Max Drawdown (1Y)Largest decline over 1 year | -12.45% | -13.63% | +1.18% |
Max Drawdown (5Y)Largest decline over 5 years | -20.42% | -33.87% | +13.45% |
Max Drawdown (10Y)Largest decline over 10 years | -42.00% | -41.56% | -0.44% |
Current DrawdownCurrent decline from peak | -4.54% | -12.39% | +7.85% |
Average DrawdownAverage peak-to-trough decline | -11.39% | -12.63% | +1.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.84% | 4.34% | -0.50% |
Volatility
SABTX vs. SAREX - Volatility Comparison
The current volatility for SA U.S. Value Fund (SABTX) is 4.17%, while SA Real Estate Securities Fund (SAREX) has a volatility of 21.42%. This indicates that SABTX experiences smaller price fluctuations and is considered to be less risky than SAREX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SABTX | SAREX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.17% | 21.42% | -17.25% |
Volatility (6M)Calculated over the trailing 6-month period | 8.83% | 22.56% | -13.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.27% | 27.99% | -9.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.43% | 21.36% | -4.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.18% | 21.79% | -2.61% |